2024年CFA二级真题集锦.docVIP

2024年CFA二级真题集锦

一、单项选择题（总共10题，每题2分）

1.Aportfoliomanagerisanalyzingthefollowingtwostocks:

-StockAhasanexpectedreturnof12%andastandarddeviationof20%.

-StockBhasanexpectedreturnof15%andastandarddeviationof25%.

Thecorrelationcoefficientbetweenthetwostocksis0.3.Iftheportfolioiscomposedof60%ofStockAand40%ofStockB,whatistheexpectedreturnoftheportfolio?

A.13.2%

B.13.8%

C.14.4%

2.Whichofthefollowingisacharacteristicofaweak-formefficientmarket?

A.Technicalanalysiscanbeusedtogenerateabnormalreturns.

B